Gaois

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  1. FINANCE|free movement of capital|financial market · TRADE|marketing|commercial transaction
    babhtáil mainneachtana creidmheasa quanto Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    CDS quanto Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Quanto-CDS
    de
    quanto CDS | quanto credit default swap
    en
    Definition credit default swap (CDS)1 in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency, i.e., in a different currency to that of the reference asset 1 IATE:2215702<> Reference Investment & Finance > Financial Encyclopedia > Derivatives > Q > Quanto Credit Default Swap, http://www.investment-and-finance.net/derivatives/q/quanto-credit-default-swap.html [9.11.2016]
    Comment For example, a CDS may have its reference as a dollar-denominated bond for which the premium of the swap is payable in euros and in case of default the payment equals the recovery rate on the dollar bond payable in euros. Simply put, this CDS is written on a dollar bond, while its premium is payable in euros. In general, quanto swaps are used to hedge holdings in bonds or bank loans that are denominated in a foreign currency (other than the investor’s home currency).
    swap quanto | swap de différentiel
    fr
    Definition variante du swap de base (variable contre variable) dont la particularité réside dans le fait que les flux payés et reçus sont exprimés dans la même devise (appelée devise de référence) alors que les références de taux sont issues de 2 devises différentes Reference COM-FR, d'après le site de iotafinance.com, «Fiche d’instrument: les swaps de taux (d’intérêt)», Accueil > Articles > Fiche d'instrument: Les swaps de taux (d'intérêt), http://www.iotafinance.com/Article-Fiche-d-instrument-Les-Swaps-de-Taux-d-Interet.html [16.1.2017]
    Comment Appelé parfois aussi "swap de différentiel". Source: site de iotafinance.com, «Fiche d’instrument: les swaps de taux (d’intérêt)», Accueil > Articles > Fiche d'instrument: Les swaps de taux (d'intérêt), http://www.iotafinance.com/Article-Fiche-d-instrument-Les-Swaps-de-Taux-d-Interet.html [16.1.2017]